NO.PZ2024010508000025
问题如下:
Which of the following is not a reason for an asset owner to implement an exclusionary screening approach?
选项:
A.It reflects fundamental values of the asset owner’s beneficiaries.
B.It improves the portfolio’s diversification benefits.
C.It is the simplest approach to responsible investment.
解释:
B is correct. Exclusionary screening can result in unintended factor exposure that decreases the portfolio’s diversification. Asset managers are accordingly reluctant to adopt exclusions. Despite this, asset owners often seek out an exclusionary screening approach because it is a simple way of investing responsibly. The sectors that are excluded (e.g., “sin stocks”) often reflect the asset owner’s ethical preferences.A为什么不对?请问讲义上哪个地方提及了?